解结构可靠性问题的改进分层抽样法

 通过引入探索性仿真 ,克服了合理确定各子层系统抽样概率预分配的困难 ;提出了几种实用有效的分层方法 ,对分层策略和仿真策略进行了深入的研究。通过求解具体问题 ,证实对求解概率积分相当有效 ,特别是对高度非线性安全边界问题 ,具有一般方法所不具备的高精度 ,该方法适于解决多破坏模式、非线性安全边界的结构体系可靠性问题

AN IMPROVED STRATIFIED SAMPLING MONTE-CARLO METHOD TO ANALYZE THE RELIABILITY OF STRUCTURAL SYSTEMS

The stratified sampling Monte\|Carlo method to analyze the reliability of structural system is presented. By a small exploratory simulation, this method overcomes the difficulties for getting the systematic sampling probability of all strata. Several useful and efficient stratification methods are given, and the stratification and simulation strategy is studied. A general conclusion is presented with actual engineering structure. The strict proof is given, and it proves especially effective to solve probabilistic integration. Statistic error of evaluating failure probability is reduced obviously. Especially in high non linear and non convex problems, it is more accurate than other methods. Compared with other variance reduction techniques, this method can obtain a more obvious variance reduction and increase the sampling efficiency. This method is especially suitable to solve multiple failure modes and highly non linear problems of structural system.